There is no known issue for Full backup, time taken for Full backup is related to the size of the content which backup is running. So if you are backing up for huge data the time taken will be considerably more.
And you can compare the time taken by running a native backup from SharePoint Central admin for the same content and compare the results.
Anyway, I keep my existing database server backups. So does that means I can skip the sharepoint
agent's Database backup?
Answer: Backup taken from SQL server using SQL iDA agent is only the Database part of it. For the front end
data like Service Applications, Web Application and other SharePoint components you need SharePoint iDA
Any difference between using Sharepoint Agent to backup the DB compare to SQL agent on the
DB server ?
you can refer the answer above, SharePoint agent Database backup will backup both components from
SharePoint and SQL in the same job and this helps to maintain consistency.
And SQL agent when it runs backup for the server it will skip SharePoint db's and will backup the rest
like master etc.